-92.2%
CYCU vs RNG
+144.7%
-236.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -4.4% |
| 7D | -8.1% | +5.8% | -13.8% | -4.1% |
| 30D | -43.0% | +19.6% | -62.6% | -34.5% |
| 3M | -50.8% | +67.0% | -117.9% | -35.2% |
| 6M | -74.1% | +88.4% | -162.5% | -66.6% |
| YTD | -84.0% | +155.5% | -239.5% | -79.5% |
| 1Y | -92.2% | +141.7% | -233.9% | -89.3% |
| All | -92.2% | +144.7% | -236.9% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling